Hey @Ollie ,
first of all thank you so much for your reply. I really appreciate it that you took the time to help me! 
I also found the solution that you’ve provided in another Community post but unfortunately, this solution doesn’t work for me. I wonder if that has something to do with the version of Dawn. I am using the current 11.0 version.
- I already found the footer menu and added all my legal links there. There I could also add my own contact page. The problem though is, that the footer menu is not the policies menu right next to the “©2023 Your Shop Name”. It is a big vertical menu with the name “Quick links” and I don’t want to use that one in my footer. Only the small policies menu.
As you can see here, I changed the “contact-us” link in the footer menu to “Contact” but in the policies menu it still shows “Contact information”.
- I also thought I could find the policies pages of Shopify under the “Pages”-section. But unfortunately, I can only find the pages that I’ve created there. Not the legal pages. The only way how I can edit the policies pages is, if I go to Settings (Store) → Policies. But there I can only edit the policy texts - not the page titles and not the URLs. So therefore, I unfortunately can’t find a way how to make that change. I hope you can help me with that!
Best regards,
Andreas
Edit: I found a way how to change the title in the menu and on the page:
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Go to Online Shop → Themes
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Click on the button with the three dots “…” and choose “Edit standard theme texts”
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Again click on the button with the three dots “…” and choose “Checkout & system”
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Scroll down a lot (I mean it, it’s quite far in the bottom) until you find “Checkout Shop Policies” with your Cmd+F-Search. There you can change all the titles of your Policy pages.
That only leaves me with the problem: How can I change the URL to my own contact page?